botorch.qmc -> botorch.sampling, move MCSamplers there (#172)

Balandat · facebook-github-bot · commit e9ec5d28400e · 2019-06-13T17:19:12.000-07:00
Summary: Pull Request resolved: #172 The MCSamplers currently live in the acquisition module. There is no real reason for that. It also causes issues with circular imports when trying to make fantasizing a part of the Model API. This diff renames `botorch.qmc` to `botorch.sampling` (since this now does more than just qmc), and moves the samplers into this module. Note that these are breaking changes that need to be surfaced in the release notes. Reviewed By: sdaulton Differential Revision: D15808512 fbshipit-source-id: 57664aa9bf1e2495e619cc518e32c7a7eb2492aa
diff --git a/.conda/meta.yaml b/.conda/meta.yaml
@@ -27,7 +27,7 @@ test:
     - botorch.models
     - botorch.optim
     - botorch.posteriors
-    - botorch.qmc
+    - botorch.sampling
     - botorch.test_functions
     - botorch.utils
     - botorch.fit
diff --git a/botorch/acquisition/__init__.py b/botorch/acquisition/__init__.py
@@ -27,7 +27,6 @@
     LinearMCObjective,
     MCAcquisitionObjective,
 )
-from .sampler import IIDNormalSampler, MCSampler, SobolQMCNormalSampler
 from .utils import get_acquisition_function
 
 
@@ -51,8 +50,5 @@
     "LinearMCObjective",
     "MCAcquisitionFunction",
     "MCAcquisitionObjective",
-    "IIDNormalSampler",
-    "MCSampler",
-    "SobolQMCNormalSampler",
     "get_acquisition_function",
 ]
diff --git a/botorch/acquisition/analytic.py b/botorch/acquisition/analytic.py
@@ -20,9 +20,9 @@
 from ..models.gpytorch import GPyTorchModel
 from ..models.model import Model
 from ..posteriors.posterior import Posterior
+from ..sampling.samplers import SobolQMCNormalSampler
 from ..utils.transforms import convert_to_target_pre_hook, t_batch_mode_transform
 from .acquisition import AcquisitionFunction
-from .sampler import SobolQMCNormalSampler
 
 
 class AnalyticAcquisitionFunction(AcquisitionFunction, ABC):
diff --git a/botorch/acquisition/monte_carlo.py b/botorch/acquisition/monte_carlo.py
@@ -24,10 +24,10 @@
 from torch import Tensor
 
 from ..models.model import Model
+from ..sampling.samplers import MCSampler, SobolQMCNormalSampler
 from ..utils.transforms import match_batch_shape, t_batch_mode_transform
 from .acquisition import AcquisitionFunction
 from .objective import IdentityMCObjective, MCAcquisitionObjective
-from .sampler import MCSampler, SobolQMCNormalSampler
 
 
 class MCAcquisitionFunction(AcquisitionFunction, ABC):
diff --git a/botorch/acquisition/utils.py b/botorch/acquisition/utils.py
@@ -13,11 +13,11 @@
 
 from . import analytic, monte_carlo
 from ..models.model import Model
+from ..sampling.samplers import IIDNormalSampler, SobolQMCNormalSampler
 from ..utils.transforms import squeeze_last_dim
 from .acquisition import AcquisitionFunction
 from .monte_carlo import MCAcquisitionFunction
 from .objective import MCAcquisitionObjective
-from .sampler import IIDNormalSampler, SobolQMCNormalSampler
 
 
 def get_acquisition_function(
diff --git a/botorch/qmc/__init__.py b/botorch/qmc/__init__.py
diff --git a/botorch/sampling/__init__.py b/botorch/sampling/__init__.py
@@ -0,0 +1,18 @@
+#! /usr/bin/env python3
+
+# Copyright (c) Facebook, Inc. and its affiliates. All Rights Reserved
+
+from torch.quasirandom import SobolEngine
+
+from .qmc import MultivariateNormalQMCEngine, NormalQMCEngine
+from .samplers import IIDNormalSampler, MCSampler, SobolQMCNormalSampler
+
+
+__all__ = [
+    "IIDNormalSampler",
+    "MCSampler",
+    "MultivariateNormalQMCEngine",
+    "NormalQMCEngine",
+    "SobolEngine",
+    "SobolQMCNormalSampler",
+]
diff --git a/botorch/sampling/qmc.py b/botorch/sampling/qmc.py
diff --git a/botorch/sampling/samplers.py b/botorch/sampling/samplers.py
diff --git a/botorch/utils/sampling.py b/botorch/utils/sampling.py
@@ -16,7 +16,7 @@
 
 from ..exceptions.warnings import SamplingWarning
 from ..posteriors.posterior import Posterior
-from ..qmc.normal import NormalQMCEngine
+from ..sampling.qmc import NormalQMCEngine
 
 
 def construct_base_samples(
diff --git a/meta.yaml b/meta.yaml
@@ -27,7 +27,7 @@ test:
     - botorch.models
     - botorch.optim
     - botorch.posteriors
-    - botorch.qmc
+    - botorch.sampling
     - botorch.test_functions
     - botorch.utils
     - botorch.fit
diff --git a/sphinx/source/acquisition.rst b/sphinx/source/acquisition.rst
@@ -131,28 +131,6 @@ botorch.acquisition.objective
 
 
 
-botorch.acquisition.sampler
----------------------------
-.. automodule:: botorch.acquisition.sampler
-
-
-:hidden:`MCSampler`
-~~~~~~~~~~~~~~~~~~~
-.. autoclass:: MCSampler
-   :members:
-
-:hidden:`IIDNormalSampler`
-~~~~~~~~~~~~~~~~~~~~~~~~~~
-.. autoclass:: IIDNormalSampler
-   :members:
-
-:hidden:`SobolQMCNormalSampler`
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-.. autoclass:: SobolQMCNormalSampler
-   :members:
-
-
-
 botorch.acquisition.utils
 -------------------------
 .. automodule:: botorch.acquisition.utils
diff --git a/sphinx/source/index.rst b/sphinx/source/index.rst
@@ -17,7 +17,7 @@ BoTorch API Reference
    optim
    fit
    gen
-   qmc
+   sampling
    test_functions
    exceptions
    utils
diff --git a/sphinx/source/qmc.rst b/sphinx/source/qmc.rst
diff --git a/sphinx/source/sampling.rst b/sphinx/source/sampling.rst
@@ -0,0 +1,44 @@
+.. role:: hidden
+    :class: hidden-section
+
+botorch.sampling
+================
+.. automodule:: botorch.sampling
+.. currentmodule:: botorch.sampling
+
+
+botorch.sampling.qmc
+--------------------
+.. automodule:: botorch.sampling.qmc
+
+
+:hidden:`NormalQMCEngine`
+~~~~~~~~~~~~~~~~~~~~~~~~~
+.. autoclass:: NormalQMCEngine
+   :members:
+
+:hidden:`MultivariateNormalQMCEngine`
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+.. autoclass:: MultivariateNormalQMCEngine
+   :members:
+
+
+botorch.sampling.samplers
+-------------------------
+.. automodule:: botorch.sampling.samplers
+
+
+:hidden:`MCSampler`
+~~~~~~~~~~~~~~~~~~~
+.. autoclass:: MCSampler
+   :members:
+
+:hidden:`IIDNormalSampler`
+~~~~~~~~~~~~~~~~~~~~~~~~~~
+.. autoclass:: IIDNormalSampler
+   :members:
+
+:hidden:`SobolQMCNormalSampler`
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+.. autoclass:: SobolQMCNormalSampler
+   :members:
diff --git a/test/acquisition/test_monte_carlo.py b/test/acquisition/test_monte_carlo.py
@@ -13,7 +13,7 @@
     qSimpleRegret,
     qUpperConfidenceBound,
 )
-from botorch.acquisition.sampler import IIDNormalSampler, SobolQMCNormalSampler
+from botorch.sampling.samplers import IIDNormalSampler, SobolQMCNormalSampler
 from botorch.utils.mock import MockModel, MockPosterior
 
 
diff --git a/test/acquisition/test_utils.py b/test/acquisition/test_utils.py
@@ -8,7 +8,7 @@
 import torch
 from botorch.acquisition import monte_carlo, utils
 from botorch.acquisition.objective import MCAcquisitionObjective
-from botorch.acquisition.sampler import IIDNormalSampler, SobolQMCNormalSampler
+from botorch.sampling.samplers import IIDNormalSampler, SobolQMCNormalSampler
 from botorch.utils.mock import MockModel, MockPosterior
 from torch import Tensor
 
diff --git a/test/sampling/__init__.py b/test/sampling/__init__.py
diff --git a/test/sampling/test_qmc.py b/test/sampling/test_qmc.py
@@ -7,7 +7,7 @@
 
 import numpy as np
 import torch
-from botorch.qmc import MultivariateNormalQMCEngine, NormalQMCEngine
+from botorch.sampling.qmc import MultivariateNormalQMCEngine, NormalQMCEngine
 from botorch.utils.sampling import manual_seed
 from scipy.stats import shapiro
 
diff --git a/test/sampling/test_sampler.py b/test/sampling/test_sampler.py
@@ -5,13 +5,9 @@
 import unittest
 
 import torch
-from botorch.acquisition.sampler import (
-    IIDNormalSampler,
-    MCSampler,
-    SobolQMCNormalSampler,
-)
 from botorch.exceptions.errors import UnsupportedError
 from botorch.posteriors import GPyTorchPosterior
+from botorch.sampling.samplers import IIDNormalSampler, MCSampler, SobolQMCNormalSampler
 from gpytorch.distributions import MultivariateNormal
 from gpytorch.lazy import DiagLazyTensor
 
diff --git a/tutorials/closed_loop_botorch_only.ipynb b/tutorials/closed_loop_botorch_only.ipynb
@@ -223,7 +223,7 @@
    "source": [
     "from botorch import fit_gpytorch_model\n",
     "from botorch.acquisition.monte_carlo import qExpectedImprovement, qNoisyExpectedImprovement\n",
-    "from botorch.acquisition.sampler import SobolQMCNormalSampler\n",
+    "from botorch.sampling.samplers import SobolQMCNormalSampler\n",
     "from botorch.exceptions import BadInitialCandidatesWarning\n",
     "import time\n",
     "\n",
diff --git a/tutorials/compare_mc_analytic_acquisition.ipynb b/tutorials/compare_mc_analytic_acquisition.ipynb
@@ -127,7 +127,8 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from botorch.acquisition import qExpectedImprovement, SobolQMCNormalSampler\n",
+    "from botorch.acquisition import qExpectedImprovement\n",
+    "from botorch.sampling import SobolQMCNormalSampler\n",
     "\n",
     "\n",
     "sampler = SobolQMCNormalSampler(num_samples=500, seed=0, resample=False)        \n",
diff --git a/tutorials/custom_acquisition.ipynb b/tutorials/custom_acquisition.ipynb
@@ -38,9 +38,10 @@
     "from torch import Tensor\n",
     "from typing import Optional\n",
     "\n",
-    "from botorch.acquisition import MCSampler, MCAcquisitionObjective\n",
+    "from botorch.acquisition import MCAcquisitionObjective\n",
     "from botorch.acquisition.monte_carlo import MCAcquisitionFunction\n",
     "from botorch.models.model import Model\n",
+    "from botorch.sampling.samplers import MCSampler\n",
     "from botorch.utils import t_batch_mode_transform\n",
     "\n",
     "\n",
diff --git a/tutorials/meta_learning_with_rgpe.ipynb b/tutorials/meta_learning_with_rgpe.ipynb
@@ -519,7 +519,7 @@
    ],
    "source": [
     "from botorch.acquisition.monte_carlo import qExpectedImprovement\n",
-    "from botorch.acquisition.sampler import SobolQMCNormalSampler\n",
+    "from botorch.sampling.samplers import SobolQMCNormalSampler\n",
     "from botorch.optim.optimize import joint_optimize\n",
     "\n",
     "# suppress GPyTorch warnings about adding jitter\n",
diff --git a/tutorials/optimize_stochastic.ipynb b/tutorials/optimize_stochastic.ipynb
@@ -72,7 +72,8 @@
    },
    "outputs": [],
    "source": [
-    "from botorch.acquisition import qExpectedImprovement, IIDNormalSampler\n",
+    "from botorch.acquisition import qExpectedImprovement\n",
+    "from botorch.sampling import IIDNormalSampler\n",
     "\n",
     "sampler = IIDNormalSampler(num_samples=100, resample=True)\n",
     "qEI = qExpectedImprovement(model, best_f=train_Y.max(), sampler=sampler)"
diff --git a/tutorials/vae_mnist.ipynb b/tutorials/vae_mnist.ipynb
@@ -292,7 +292,7 @@
    "source": [
     "from botorch import fit_gpytorch_model\n",
     "from botorch.acquisition.monte_carlo import qExpectedImprovement\n",
-    "from botorch.acquisition.sampler import SobolQMCNormalSampler\n",
+    "from botorch.sampling.samplers import SobolQMCNormalSampler\n",
     "\n",
     "seed=1\n",
     "torch.manual_seed(seed)\n",

Original file line number	Diff line number	Diff line change
`@@ -27,7 +27,6 @@`
`27`	`27`	`LinearMCObjective,`
`28`	`28`	`MCAcquisitionObjective,`
`29`	`29`	`)`
`30`		`-from .sampler import IIDNormalSampler, MCSampler, SobolQMCNormalSampler`
`31`	`30`	`from .utils import get_acquisition_function`
`32`	`31`
`33`	`32`
`@@ -51,8 +50,5 @@`
`51`	`50`	`"LinearMCObjective",`
`52`	`51`	`"MCAcquisitionFunction",`
`53`	`52`	`"MCAcquisitionObjective",`
`54`		`- "IIDNormalSampler",`
`55`		`- "MCSampler",`
`56`		`- "SobolQMCNormalSampler",`
`57`	`53`	`"get_acquisition_function",`
`58`	`54`	`]`